-44.7%
FRSH vs GGLL
+247.9%
-292.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.9% | -4.9% |
| 7D | -10.1% | +1.9% | -12.0% | -10.4% |
| 30D | +2.2% | -9.7% | +11.9% | +4.0% |
| 3M | +28.6% | -18.0% | +46.6% | +31.9% |
| 6M | +40.2% | +15.3% | +25.0% | +31.7% |
| YTD | -1.2% | +2.2% | -3.4% | -4.9% |
| 1Y | -7.9% | +73.1% | -81.0% | -22.7% |
| 3Y | -44.7% | +242.7% | -287.4% | -63.1% |
| All | -44.7% | +247.9% | -292.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling